+59.7%
RGTI vs FIVE
+31.1%
+28.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +5.5% | +3.7% | +1.8% | +3.7% |
| 30D | -11.9% | +4.0% | -15.8% | -13.7% |
| 3M | -27.4% | +36.2% | -63.6% | -37.4% |
| 6M | -7.1% | +18.0% | -25.1% | -15.4% |
| YTD | -28.6% | +34.9% | -63.5% | -39.0% |
| 1Y | +4.4% | +67.9% | -63.6% | -19.6% |
| 3Y | +698.5% | +57.3% | +641.2% | +463.3% |
| 5Y | +64.2% | +39.5% | +24.6% | +14.0% |
| All | +59.7% | +31.1% | +28.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling